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Volatility
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Gupta, Rangan
96
Bollerslev, Tim
82
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62
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60
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51
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42
Härdle, Wolfgang
41
Koopman, Siem Jan
41
Pierdzioch, Christian
41
Lux, Thomas
39
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33
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32
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31
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31
Todorov, Viktor
31
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29
Bloom, Nicholas
27
Clark, Todd E.
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Mumtaz, Haroon
25
Giglio, Stefano
24
Andersen, Torben G.
23
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23
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Hautsch, Nikolaus
23
Schlag, Christian
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Aït-Sahalia, Yacine
22
Brandt, Michael W.
22
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22
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22
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Lucas, André
22
Meddahi, Nour
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Yu, Jun
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21
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Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institut für Weltwirtschaft
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3
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World Bank
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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2
University of Exeter / Department of Economics
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NBER working paper series
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Journal of econometrics
131
Journal of banking & finance
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Energy economics
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Economics letters
105
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102
International review of financial analysis
101
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95
Discussion paper / Centre for Economic Policy Research
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90
Journal of financial economics
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86
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84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
International journal of theoretical and applied finance
80
International journal of forecasting
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Journal of economic dynamics & control
78
Journal of international money and finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The review of financial studies
68
The European journal of finance
67
Applied economics letters
66
Journal of forecasting
56
Quantitative finance
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Journal of international financial markets, institutions & money
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Econometric reviews
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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CESifo working papers
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The journal of finance : the journal of the American Finance Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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RePEc
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EconStor
10
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1
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1
Fragile beliefs and the price of uncertainty
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Quantitative economics : QE ; journal of the …
1
(
2010
)
1
,
pp. 129-162
history-dependent component to prices of
risk
. …
Persistent link: https://www.econbiz.de/10011719071
Saved in:
2
Doubts and variability : a robust perspective on exotic consumption series
Bidder, R. M.
;
Smith, M. E.
- In:
Journal of economic theory
175
(
2018
),
pp. 689-712
Persistent link: https://www.econbiz.de/10011980773
Saved in:
3
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
Saved in:
4
Robust control and CAPMs under a quadratic model with inflation-deflation
risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
5
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
6
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
7
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
Saved in:
8
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
9
Do market prices aggregate information about macroeconomic uncertainty (or
risk
)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
10
Leverage and uncertainty
Turlakov, Mihail
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011771264
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